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Browsing ORIE Technical Reports by Subject "extrema"
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High level excursion set geometry for non-Gaussian infinitely divisible random fields
Adler, Robert; Samorodnitsky, Gennady; Taylor, Jonathan (2009-08-04)We consider smooth, infinitely divisible random fields with regularly varying Levy measure, and are interested in the geometric characteristics of the excursion sets over high levels u. For a large class of such ...